+535.4%
CASY vs EXR
+216.3%
+319.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +9.1% | +18.2% | -9.2% | +4.1% |
| 3M | -16.5% | +7.3% | -23.9% | -18.2% |
| 6M | -19.7% | +13.8% | -33.5% | -22.6% |
| YTD | +29.3% | +25.9% | +3.3% | +21.0% |
| 1Y | +33.1% | +25.8% | +7.3% | +24.6% |
| 3Y | +158.5% | +53.7% | +104.8% | +124.6% |
| 5Y | +266.7% | -1.8% | +268.5% | +255.5% |
| All | +535.4% | +216.3% | +319.1% | +343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling